• 제목/요약/키워드: subgradient optimization

검색결과 26건 처리시간 0.023초

AN APPLICATION OF LAGRANGIAN RELAXATION ALD SUBGRADIENT METHOD FOR A DYNAMIC UNCAPAITATED FACILITY COCATION PROBLEM

  • Song, Jae-Wook;Kim, Sheung-Kown
    • 한국경영과학회지
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    • 제13권2호
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    • pp.47-58
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    • 1988
  • The dynamic uncapacitated facility location model is formulated by a mixed integer programming. It has the objective of minimizing total discounted costs for meeting demands specified in different time periods at various demand centers. Costs include those for operation of facilities to demand centers and a fixed cost associated with the capital investment. The problem is decomposed into two simple Lagrangian relaxed subproblems which are coordinated by Lagrangian multipliers. We explored the effect of using the subgradient optimization procedure and a viable solution approach is proposed. Computational results are presented and further research directions are discussed.

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Evaluation of Two Lagrangian Dual Optimization Algorithms for Large-Scale Unit Commitment Problems

  • Fan, Wen;Liao, Yuan;Lee, Jong-Beom;Kim, Yong-Kab
    • Journal of Electrical Engineering and Technology
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    • 제7권1호
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    • pp.17-22
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    • 2012
  • Lagrangian relaxation is the most widely adopted method for solving unit commitment (UC) problems. It consists of two steps: dual optimization and primal feasible solution construction. The dual optimization step is crucial in determining the overall performance of the solution. This paper intends to evaluate two dual optimization methods - one based on subgradient (SG) and the other based on the cutting plane. Large-scale UC problems with hundreds of thousands of variables and constraints have been generated for evaluation purposes. It is found that the evaluated SG method yields very promising results.

Optimal channel allocation for cellular mobile system with nonuniform traffic distribution

  • Kim, Sehun;Chang, Kun-Nyeong
    • 한국경영과학회:학술대회논문집
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    • 대한산업공학회/한국경영과학회 1994년도 춘계공동학술대회논문집; 창원대학교; 08월 09일 Apr. 1994
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    • pp.303-312
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    • 1994
  • The problem of optimally allocating available communication channels in a cellular mobile system with nonuniform traffic distribution is considered. This problem is to minimize the weighted average blocking probability subject to cochannel interference constraints. We use the concept of pattern to deal with the problem more conveniently. Using Lagrangian relaxation and subgradient optimization techniques, we obtain high-quality solutions with information about their deviations from true optimal solutions. Computational experiments show that our method works very well.

시스템 신뢰도 최적화를 위한 중복 설계 (The redundancy for system reliability optimization)

  • 김진철;오영환;조용구
    • 전자공학회논문지S
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    • 제34S권9호
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    • pp.13-22
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    • 1997
  • In this paper, we supposed allocating the number of redundancies as the model of 0-1 knapsack problem and formulated the problem to maximize the systems reliability for a mission length. The formulated problem reduced the problem size using the modified branch and bound algorithm by Lagrangian relaxation. The subgradient method can optimize the set of solution. To verify the proposed method, we presented the improved resutls of the systems composed of two and ten component groups as the commparison of those in other papers.

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Capacity Assignment and Routing for Interactive Multimedia Service Networks

  • Lim, Byung-Ha;Park, June-Sung
    • Journal of Communications and Networks
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    • 제12권3호
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    • pp.246-252
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    • 2010
  • A binary linear integer program is formulated for the problem of expanding the capacity of a fiber optic network and routing the traffic to deliver new interactive multimedia services. A two-phase Lagrangian dual search procedure and a Lagrangian heuristic are developed. Computational results show superior performance of the two-phase subgradient optimization compared with the conventional one-phase approach.

Maximizing Network Utility and Network Lifetime in Energy-Constrained Ad Hoc Wireless Networks

  • Casaquite, Reizel;Hwang, Won-Joo
    • 한국통신학회논문지
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    • 제32권10A호
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    • pp.1023-1033
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    • 2007
  • This study considers a joint congestion control, routing and power control for energy-constrained wireless networks. A mathematical model is introduced which includes maximization of network utility, maximization of network lifetime, and trade-off between network utility and network lifetime. The framework would maximize the overall throughput of the network where the overall throughput depends on the data flow rates which in turn is dependent on the link capacities. The link capacity on the other hand is a function of transmit power levels and link Signal-to-Interference-plus-Noise-Ratio (SINR) which makes the power allocation problem inherently difficult to solve. Using dual decomposition techniques, subgradient method, and logarithmic transformations, a joint algorithm for rate and power allocation problems was formulated. Numerical examples for each optimization problem were also provided.

수송단위에 의한 지연납기를 고려한 최적 수송량 결정 모형 (An Optimal Distribution Model under Consideration of Delivery Unit and Backlogging Costs)

  • 이양호;안준홍;최경현
    • 대한산업공학회지
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    • 제29권3호
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    • pp.206-212
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    • 2003
  • In this paper, we propose a mathematical optimization model with a suitable algorithm to determine delivery and backlogging quantities by minimizing the total cost including the penalty costs for delay. The system has fixed transshipment costs and demands are fulfilled by some delivery units that represent the volume of delivery amount to be shipped in a single time period. Since, backlogging is allowed, demands could be delivered later at the expense of some penalty costs. The model provides the optimal decisions on when and how much to he delivered while minimizing the total costs. To solve the problem, we propose an algorithm that uses the Lagrangian dual in conjunction with some primal heuristic techniques that exploit the special structure of the problem. Finally, we present some computational test results along with comments on the further study.

Mobile Device-to-Device (D2D) Content Delivery Networking: A Design and Optimization Framework

  • Kang, Hye Joong;Kang, Chung Gu
    • Journal of Communications and Networks
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    • 제16권5호
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    • pp.568-577
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    • 2014
  • We consider a mobile content delivery network (mCDN) in which special mobile devices designated as caching servers (caching-server device: CSD) can provide mobile stations with popular contents on demand via device-to-device (D2D) communication links. On the assumption that mobile CSD's are randomly distributed by a Poisson point process (PPP), an optimization problem is formulated to determine the probability of storing the individual content in each server in a manner that minimizes the average caching failure rate. Further, we present a low-complexity search algorithm, optimum dual-solution searching algorithm (ODSA), for solving this optimization problem. We demonstrate that the proposed ODSA takes fewer iterations, on the order of O(log N) searches, for caching N contents in the system to find the optimal solution, as compared to the number of iterations in the conventional subgradient method, with an acceptable accuracy in practice. Furthermore, we identify the important characteristics of the optimal caching policies in the mobile environment that would serve as a useful aid in designing the mCDN.

A Lagrangian Relaxation Approach to Capacity Planning for a Manufacturing System with Flexible and Dedicated Machines

  • Lim, Seung-Kil;Kim, Yeong-Dae
    • 한국경영과학회지
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    • 제23권2호
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    • pp.47-65
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    • 1998
  • We consider a multiperiod capacity planning problem for determining a mix of flexible and dedicated capacities under budget restriction. These capacities are controlled by purchasing flexible machines and/or new dedicated machines and disposing old dedicated machines. Acquisition and replacement schedules are determined and operations are assigned to the flexible or dedicated machines for the objective of minimizing the sum of discounted costs of acquisition and operation of flexible machines, new dedicated machines, and old dedicated machines. In this research, the Problem is formulated as a mixed integer linear Program and solved by a Lagrangian relaxation approach. A subgradient optimization method is employed to obtain lower bounds and a multiplier adjustment method is devised to improve the bounds. We develop a linear programming based Lagrangian heuristic algorithm to find a good feasible solution of the original problem. Results of tests on randomly generated test problems show that the algorithm gives relatively good solutions in a reasonable amount of computation time.

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Lagrangean 근사과정의 병렬계산 (On Parallel Implementation of Lagrangean Approximation Procedure)

  • 이호창
    • 한국경영과학회지
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    • 제18권3호
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    • pp.13-34
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    • 1993
  • By operating on many part of a software system concurrently, the parallel processing computers may provide several orders of magnitude more computing power than traditional serial computers. If the Lagrangean approximation procedure is applied to a large scale manufacturing problem which is decomposable into many subproblems, the procedure is a perfect candidate for parallel processing. By distributing Lagrangean subproblems for given multiplier to multiple processors, concurrently running processors and modifying Lagrangean multipliers at the end of each iteration of a subgradient method,a parallel processing of a Lagrangean approximation procedure may provide a significant speedup. This purpose of this research is to investigate the potential of the parallelized Lagrangean approximation procedure (PLAP) for certain combinational optimization problems in manufacturing systems. The framework of a Plap is proposed for some combinatorial manufacturing problems which are decomposable into well-structured subproblems. The synchronous PLAP for the multistage dynamic lot-sizing problem is implemented on a parallel computer Alliant FX/4 and its computational experience is reported as a promising application of vector-concurrent computing.

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